+448.1%
NFLX vs XLP
+129.0%
+319.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | -0.3% | +2.3% | -2.6% | -1.7% |
| 30D | -10.0% | +9.1% | -19.1% | -15.0% |
| 3M | -17.1% | +7.9% | -24.9% | -21.0% |
| 6M | -27.7% | +9.6% | -37.3% | -31.8% |
| YTD | -32.5% | +19.4% | -52.0% | -40.2% |
| 1Y | -43.5% | +22.4% | -65.9% | -50.7% |
| 3Y | +41.4% | +43.2% | -1.7% | +8.3% |
| 5Y | -2.2% | +42.6% | -44.8% | -24.9% |
| 10Y | +448.1% | +135.4% | +312.7% | +199.6% |
| All | +448.1% | +129.0% | +319.0% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling